MN 95 wrote:“Here, Bhāradvāja, a bhikkhu may be living in dependence on some village or town. Then a householder or a householder’s son goes to him and investigates him in regard to three kinds of states... When he has investigated him... then he places faith in him; filled with faith he visits him and pays respect to him; having paid respect to him, he gives ear; when he gives ear, he hears the Dhamma; having heard the Dhamma, he memorises it and examines the meaning of the teachings he has memorised; when he examines their meaning, he gains a reflective acceptance of those teachings; when he has gained a reflective acceptance of those teachings, zeal springs up; when zeal has sprung up, he applies his will; having applied his will, he scrutinises; having scrutinised, he strives; resolutely striving, he realises with the body the supreme truth and sees it by penetrating it with wisdom. In this way, Bhāradvāja, there is the discovery of truth; in this way one discovers truth; in this way we describe the discovery of truth.
I'd say there is no single answer to your question. Learning how to best practice Buddhism, in itself is a part of practicing Buddhism. It's not immediately obvious what we should develop, and how we should do this. For example, somebody says we should develop mindfulness, but if we don't have an experience of what being mindful really is like, we won't really understand. We have to develop the experiences that will shape our understanding of what we have to practice.
Also, how we practice most effectively is different for every person. It will depend on our personality and on where we are in the practice. As an example, for some people the precepts became natural and no more effort is required to behave skillfully with respect to them. (The 5 precepts of talking kindly, not hurting living beings, etc.) Then you could say the precepts are not really a practice anymore, can't you? But for others they may still require some more effort, some form of restraint. And this restraint varies from person to person. So the practice is different for everybody.
When we develop more understanding of ourselves, the things we should practice will become more evident. At a certain point we may even get some intuitive understanding how to practice the full eightfold path. But even then how to practice the "best" will be different every day. And at some days you may not even see it as a practice at all because it all becomes so naturally, while at other days you may think you sort of lost it.
Having said all that, I support the replies above. There is some order in how everybody will develop their practice. Starting with moral behavior (the precepts), leading to more awareness which can then lead to understanding. Or as the Buddha put it: Sila, samadhi, panna (virtue, meditation, wisdom)
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